Oct
15
Bayesian Copula Selection
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Matlab implementation of a method to select the 'best' copula among a subset of copula families.
Based on theory published in : Huard, D., G. Évin, A.-C. Favre (2006), Bayesian Copula Selection, Computational Statistics and Data Analysis, COMSTA3137, vol. 51 (2), 809-822.
http://code.google.com/p/copula/
Unclear about this post? Asking questions and receiving answers.
Based on theory published in : Huard, D., G. Évin, A.-C. Favre (2006), Bayesian Copula Selection, Computational Statistics and Data Analysis, COMSTA3137, vol. 51 (2), 809-822.
http://code.google.com/p/copula/
Unclear about this post? Asking questions and receiving answers.
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